-10.3%
TSCO vs WST
-24.9%
+14.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | -4.4% | -2.0% | -2.3% | -4.1% |
| 3M | +9.7% | +4.1% | +5.6% | +8.9% |
| 6M | -32.4% | +47.4% | -79.8% | -36.8% |
| YTD | -31.7% | +25.4% | -57.1% | -34.6% |
| 1Y | -41.3% | +35.3% | -76.6% | -44.6% |
| 3Y | -18.3% | -11.7% | -6.6% | -19.6% |
| 5Y | -10.3% | -24.0% | +13.8% | -8.0% |
| All | -10.3% | -24.9% | +14.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling